Caramelizing onions: In a heavy saucepan over medium-low heat, cook onion in vegetable oil until caramelized, about 15 to 20 minutes. Set aside.
Mix chives, walnuts, salt and pepper and place mixture on a flat surface or cutting board. Remove goat cheese from package and roll over mixture, evenly coating the cheese. Cut cheese vertically into 8 equal slices, cleaning knife after each cut. Set aside.
Remove stems from mushrooms and brush off any remaining dirt. Using a spoon, gently remove gills from underside. Brush both sides with olive oil. Grill over medium heat, gill side down, for 4 minutes. Flip and continue cooking for 4 minutes. Remove from grill, cool for 3 minutes and cut in half.
Place mushroom on bottom half of each dinner roll (or baguette). Place slice(s) of goat cheese mixture to taste on top of the mushroom. Top goat cheese with caramelized onion and a piece of lettuce. Sprinkle rosemary for garnish. Smear top half of bun with a thin layer of mustard. Serve.
Nutrients per serving: about 198 calories, 7 g protein, 11 g fat (4 g saturated fat), 19 g carbohydrates (2 g fibre), 13 mg cholesterol, 437 mg sodium